-22.7%
U vs SPXL
+419.5%
-442.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +6.2% |
| 7D | +2.6% | +7.4% | -4.9% | -3.3% |
| 30D | +27.6% | -7.8% | +35.4% | +31.8% |
| 3M | +15.3% | -11.9% | +27.3% | +23.3% |
| 6M | +96.4% | -1.7% | +98.1% | +91.1% |
| YTD | +19.6% | +20.8% | -1.3% | -1.7% |
| 1Y | +42.1% | +25.0% | +17.1% | +13.7% |
| 3Y | +87.5% | +226.1% | -138.6% | -35.3% |
| 5Y | -73.1% | +101.1% | -174.2% | -87.5% |
| All | -22.7% | +419.5% | -442.3% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling